Lamp shades are a great way of influencing light if you already have the right light fittings. You don't need to buy expensive lamp shades, just think about the likely effect on the room and make your decision from there.

The more themes you incorporate, the more creative you will have to be but the process is basically the same. It will also depend how similar or different the themes are. Combining some themes like an Asian theme and Zen theme would be easier than a Zen theme with a rock-star theme. The primary task here is to identify the common factor in the living room ideas. For instance, in combing an Asian and Zen theme, you would incorporate a more natural Asian representation like bamboo, jade and the concept of feng shui. You could also incorporate meditation cushions that would be used in Zen lifestyle and simultaneously represents a classic Asian seating arrangement.

If you already have lamps then you can just change the lamp shades and this can affect the lighting. Lamp shades are a really cost effective way of doing things. Just keep it simple and experiment with different options.